Sparse-Grid Quadrature H-infinity Filter for Discrete-Time Systems with Uncertain Noise Statistics

作者：Jia Bin^*; Xin Ming

来源：IEEE Transactions on Aerospace and Electronic Systems, 2013, 49(3): 1626-1636.

In this paper, the H-infinity technique is combined with the recently developed sparse-grid quadrature (SGQ) filtering to improve the accuracy and robustness of the state estimation when the noise statistics is not known a priori. The proposed new SGQ H-infinity filter (SGQH(infinity) F) is compared with other H-infinity filters via two numerical examples. It is shown that the SGQH(infinity) F is more robust and accurate than the extended H-infinity filter, unscented H-infinity filter, and cubature H-infinity filter. In addition it maintains a close performance to the Gauss-Hermite quadrature (GHQ) H-infinity filter but is computationally much more efficient since it uses far fewer quadrature points.

• 出版日期2013-7